Composer · investment strategy
by Composer Technologies · via Composer
Equal-weight basket of five U.S. stock funds (tech-heavy QQQ plus broad-market SPY, VONE, VTHR, and small-cap VTWO), rebalanced daily. Simple, always invested, but with heavy overlap and a strong large-cap tech tilt.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
6 positions as of 2026-10-19
: the platform's backtest holdings, not a client account.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
3.1% of weight in (IVV: 3.0%)
5 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, SPY via IVV
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 97% · 2026-10-19 ()
0.0% of weight in (SPY: 0%)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-19 ()
0 of 5 funds in its are
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100%
Strategies that share its Technology label, from other sources first, strongest risk-adjusted return first.
Collective2
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
4 missing
The text the rules are quoted from, with where it came from.
Split the account equally across five U.S. stock ETFs—QQQ (big tech), SPY (S&P 500), VONE (top ~1,000 U.S. stocks), VTWO (small companies), and VTHR (almost the whole market). Rebalance daily to 20% each. No timing or indicators—always fully invested.
Equal-weight basket of five U.S. stock funds (tech-heavy QQQ plus broad-market SPY, VONE, VTHR, and small-cap VTWO), rebalanced daily. Simple, always invested, but with heavy overlap and a strong large-cap tech tilt.
Near-S&P returns (18.35% vs 18.54%), but with a simple equal-weight five-ETF core. Out-of-sample Sharpe ~1.04 and Calmar ~0.89 over 802 days; daily rebalancing adds discipline and a tech tilt for growth potential.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $73k | 2026-10-19 | |
| Backtest regulatory fees | $111 | 2026-10-19 | |
| Backtest slippage cost | $50 | 2026-10-19 |
| AI categories (Composer) | asset allocation, buy-and-hold, daily rebalance, equal-weight, passive, tech tilt, u.s. equities | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 7 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.20 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "QQQ", "SPY", "VONE", "VTHR", "VTWO" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.01 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.07 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.99 | 2026-10-19 |
| Remixes (copies) | 1 | 2026-10-19 | |
| Watchers | 0 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,693 | 2026-10-19 | |
| Out-of-sample length | 556 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 14.49% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 626.93% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.35% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 44.54% | ||
| Return, trailing 1 day (out-of-sample) | -1.51% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.53% | ||
| Return, trailing 1 week (out-of-sample) | -2.13% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 14.84% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 18.04% | ||
| Return, trailing 2 weeks (out-of-sample) | -2.55% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 1.68% | ||
| SPY annualized return over the backtest window (backtest) | 14.53% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.42 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.89 | ||
| Maximum drawdown, backtest period (backtest) | -34.42% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.54% | ||
| Sharpe ratio, backtest period (backtest) | 0.86 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.04 | ||
| Sortino ratio, backtest period (backtest) | 1.21 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.43 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 17.53% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.72% |
| Annualized turnover, backtest period (backtest) | 0.00 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 0.00 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.91% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.68% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
